-44.6%
QS vs ACM
+80.4%
-125.0%
-97.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.4% | +0.9% | +0.8% |
| 7D | -2.3% | -3.7% | +1.4% | +0.4% |
| 30D | -0.7% | -11.1% | +10.4% | +6.5% |
| 3M | -39.6% | -8.0% | -31.7% | -37.5% |
| 6M | -21.7% | -29.7% | +7.9% | -0.3% |
| YTD | -47.4% | -29.4% | -18.0% | -33.8% |
| 1Y | -28.4% | -46.4% | +18.1% | +16.8% |
| 3Y | -22.6% | -22.3% | -0.3% | -9.4% |
| 5Y | -75.6% | +4.5% | -80.1% | -76.3% |
| All | -44.6% | +80.4% | -125.0% | +0.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ACM.
Daily Out/Under-Performance
Portfolio return minus ACM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACM return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded ACM wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling